+25.4%
VTEB vs TKO
+1,040.4%
-1,015.0%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | +0.3% |
| 7D | -0.9% | +2.3% | -3.2% | -0.9% |
| 30D | -2.5% | -2.5% | 0.0% | -2.5% |
| 3M | -3.0% | -10.6% | +7.6% | -2.9% |
| 6M | -2.1% | -5.1% | +2.9% | -2.1% |
| YTD | -1.5% | -8.2% | +6.7% | -1.5% |
| 1Y | +0.2% | -4.4% | +4.6% | +0.2% |
| 3Y | +8.6% | +100.4% | -91.8% | +8.0% |
| 5Y | +1.2% | +294.3% | -293.1% | +0.3% |
| 10Y | +18.1% | +983.2% | -965.1% | +18.1% |
| All | +25.4% | +1,040.4% | -1,015.0% | +25.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TKO.
Daily Out/Under-Performance
Portfolio return minus TKO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TKO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded TKO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling